mafipy/function/black.py | 323 | F 3 days |
|
mafipy/function/analytic_formula.py | 184 | C 1 day |
|
mafipy/function/__init__.py | 120 | A 0 mins |
|
mafipy/calibrator/tests/util.py | 14 | C 1 day |
|
mafipy/calibrator/tests/test_sabr.py | 150 | A 35 mins |
|
mafipy/calibrator/tests/test_implied_vol.py | 29 | A 35 mins |
|
mafipy/calibrator/tests/__init__.py | 3 | A 0 mins |
|
mafipy/calibrator/sabr.py | 227 | A 2 hrs |
|
mafipy/calibrator/implied_vol.py | 69 | D 1 day |
|
mafipy/calibrator/__init__.py | 26 | A 1 hr |
|
mafipy/__init__.py | 18 | A 0 mins |
|
docs/source/mafipy.util.rst | |
|
|
docs/source/mafipy.rst | |
|
|
docs/source/mafipy.replication.rst | |
|
|
docs/source/mafipy.function.rst | |
|
|
docs/source/mafipy.calibrator.rst | |
|
|
docs/source/index.rst | |
|
|
docs/source/conf.py | 21 | A 0 mins |
|
docs/requirements.txt | |
|
|
docs/make.bat | |
|
|
docs/images/examples/plot_simle_curve_sabr.png | |
|
|
docs/Makefile | |
|
|
benchmarks/run.py | 29 | A 0 mins |
|
benchmarks/benchmarks/bull_spread_qunato_cms.py | 135 | C 1 day |
|
benchmarks/benchmarks/__init__.py | 3 | A 0 mins |
|
benchmarks/asv.conf.json | |
|
|
benchmarks/README.rst | |
|
|
README.rst | |
|
|
LICENSE | |
|
|
.travis.yml | |
|
|
.gitmodules | |
|
|
.gitignore | |
|
|
.github/PULL_REQUEST_TEMPLATE.md | |
|
|
.github/ISSUE_TEMPLATE.md | |
|
|
.github/CONTRIBUTING.md | |
|
|
.coveragerc | |
|
|
.codeclimate.yml | |
|
|
.circleci/config.yml | |
|
|